Nonconsistent estimation by diffusion type observations

DOI10.1016/0167-7152(94)90228-3MaRDI QIDQ1332870zbMATH OpenOpenAlexFDO

Authors Yu. A. Kutoyants

Publication date 30 November 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)90228-3

zbMATH Keywords

asymptotic normalityBayes estimatesdiffusion processfinite-dimensional parametermaximum likelihoodminimum distance estimatesnonconsistencysmall coefficient of diffusiontrend coefficients

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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• scientific article; zbMATH DE number 3862279 (Why is no real title available?)
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• On non-consistency of estimators
• Parameter estimation in continuous-time stochastic processes

Cited in

(3)

• Parameter estimation for diffusion type processes of observation
• On non-consistency of estimators
• scientific article; zbMATH DE number 4182650 (Why is no real title available?)

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